SENSITIVITY OF THE STABLE DISCRETE-TIME LYAPUNOV EQUATION

被引:41
作者
GAHINET, PM
LAUB, AJ
KENNEY, CS
HEWER, GA
机构
[1] UNIV CALIF SANTA BARBARA,DEPT ELECT & COMP ENGN,SANTA BARBARA,CA 93106
[2] USN,CTR WEAPONS,CHINA LAKE,CA 93555
关键词
D O I
10.1109/9.59806
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The sensitivity of the stable discrete-time Lyapunov equation is analyzed through the spectral norm of the inverse Lyapunov operator. This leads to a directly computable easy-to-interpret sensitivity measure, and also provides insight into the connection between sensitivity, stability radius, and conditioning of the eigenproblem of the open-loop state matrix. These results are an extension, to the discrete-time case, of analogous results for the continuous-time Lyapunov equation. © 1990 IEEE
引用
收藏
页码:1209 / 1217
页数:9
相关论文
共 13 条
[1]  
[Anonymous], 1979, OPTIMAL FILTERING
[2]   NUMERICAL ALGORITHM TO SOLVE ATXA-X = Q [J].
BARRAUD, AY .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) :883-885
[3]   ON THE SINGULAR VECTORS OF THE LYAPUNOV OPERATOR [J].
BYERS, R ;
NASH, S .
SIAM JOURNAL ON ALGEBRAIC AND DISCRETE METHODS, 1987, 8 (01) :59-66
[5]   ESTIMATE FOR THE CONDITION NUMBER OF A MATRIX [J].
CLINE, AK ;
MOLER, CB ;
STEWART, GW ;
WILKINSON, JH .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1979, 16 (02) :368-375
[6]  
GAHINET P, 1989, THESIS U CALIFORNIA
[7]   HESSENBERG-SCHUR METHOD FOR THE PROBLEM AX+XB=C [J].
GOLUB, GH ;
NASH, S ;
VANLOAN, C .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1979, 24 (06) :909-913
[8]  
Graham A., 1981, KRONECKER PRODUCTS M
[9]   THE SENSITIVITY OF THE STABLE LYAPUNOV EQUATION [J].
HEWER, G ;
KENNEY, C .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1988, 26 (02) :321-344
[10]  
Householder A.S., 1975, THEORY MATRICES NUME